The only advantage I see is when you own eth and want something else traded in eth you don't pay exchange fees twice. Of course it doesn't matter when your position costs 100$, but when you wannt to rearrange 10 000 USD it matters.
What do you mean about where must not pay the exchange fees? a lot of people are knowing about the ethereum mostly traded on the regular exchange site which we must pay the fees for every withdrawal and transaction and if we are using the etherdelta and all of our activity will need the gas as fee.